| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 3,000 | 3,000 | 0.00% | PRN | |
| 2 | PRELUDE CAPITAL MANAGEMENT, LLC | 100,000 | 98,000 | 0.09% | PRN | |
| 3 | Context Capital Management, LLC | 300,000 | 296,000 | 0.26% | PRN | |
| 4 | CSS LLC/IL | 2,180,000 | 2,104,000 | 1.88% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 2,348,000 | 2,299,000 | 2.05% | PRN | |
| 6 | ARISTEIA CAPITAL, L.L.C. | 3,080,000 | 3,038,000 | 2.71% | PRN | |
| 7 | NOMURA HOLDINGS INC | 4,850,000 | 4,751,000 | 4.24% | PRN | |
| 8 | GEODE CAPITAL MANAGEMENT, LLC | 9,570,000 | 9,372,000 | 8.36% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 13,000,000 | 12,796,000 | 11.42% | PRN | |
| 10 | WOLVERINE ASSET MANAGEMENT LLC | 21,264,000 | 20,845,000 | 18.60% | PRN | |
| 11 | CITADEL ADVISORS LLC | 26,827,000 | 26,342,000 | 23.50% | PRN | |
| 12 | WHITEBOX ADVISORS LLC | 30,776,000 | 30,141,000 | 26.89% | PRN |
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
